In this article, we consider the problem of testing the equality of mean vectors of dimension ρ of several groups with a common unknown non-singular covariance matrix Σ, based on <em>N</em> independent observation vectors where <em>N</em> may be less than the dimension ρ. This problem, known in the literature...

The empirical best linear unbiased predictor (EBLUP) in the linear mixed model (LMM) is useful for the small area estimation in the sense of increasing the precision of estimation of small area means. However, one potential difficulty of EBLUP is that when aggregated, the overall estimate for a...

　　 In estimation of ratio of variances in two normal distributions with unknown means, it has been shown in the literature that simple and crude ratio estimators based on two sample variances are dominated by shrinkage estimators using information contained in sample means. Of...

　　 The problem of estimating the covariance matrix of normal and non-normal distributions is addressed when both the sample size and the dimension of covariance matrix tend to innity. In this paper, we consider a class of ridge-type estimators which are linear combinations of the...

　　 For analyzing positive or bounded data, this paper suggests parametrically transformed nested error regression models (TNERM), which not only include the log-transformed model, but also adjust flexibly the transformation parameter to fit the data to a normal linear regression....

　　 Consider the small area estimation when positive area-level data like income, revenue, harvests or production are available. Although a conventional method is the logtransformed Fay-Herriot model, the log-transformation is not necessarily appropriate. Another popular method is...

Consider the problem of testing a linear hypothesis of regression coefficients in a general linear regression model with an error term having a covariance matrix involving several nuisance parameters. Three typical test statistics of Wald, Score and Likelihood Ratio (LR) and their Bartlett...

　　 The paper develops empirical Bayes and benchmarked empirical Bayes estimators of positive small area means under multiplicative models. A simple example will be estimation of per capita income for small areas. It is now well-understood that small area estimation needs explicit,...

The Box-Cox transformation is applied to linear mixed models for analyzing positive and clustered data. The problem is that the maximum likelihood estimator of the transformation parameter is not consistent. To fix it, we suggest a simple and consistent estimator for the transformation parameter...

The problem of estimating large covariance matrices with use of factor models is addressed when both the sample size and the dimension of covariance matrix tend to innity. In this paper, we consider a general class of weighted estimators which includes (i) linear combinations of the sample...